Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15.07.2024 1.02% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 295'545 CHF 99'515 CHF 99.55% 99.55%
12.07.2024 1.00% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 298'438 CHF 100'479 CHF 96.93% 96.93%
11.07.2024 1.32% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 339'629 CHF 114'710 CHF 96.24% 96.24%
10.07.2024 1.14% 0.73 CHF 0.74 CHF 450'000 150'000 322'273 107'424 278'918 CHF 94'047 CHF 99.58% 99.58%
09.07.2024 1.12% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 267'326 CHF 90'109 CHF 99.50% 99.50%
08.07.2024 1.15% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 259'096 CHF 87'365 CHF 99.56% 99.56%
05.07.2024 1.14% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 262'567 CHF 88'522 CHF 99.14% 99.14%
04.07.2024 1.12% 0.91 CHF 0.92 CHF 300'000 100'000 300'471 100'157 266'131 CHF 89'712 CHF 99.58% 99.58%
03.07.2024 1.16% 0.94 CHF 0.95 CHF 300'000 100'000 342'215 114'072 293'176 CHF 98'866 CHF 99.45% 99.45%
02.07.2024 1.17% 0.79 CHF 0.80 CHF 450'000 150'000 343'006 114'335 289'463 CHF 97'631 CHF 99.53% 99.53%

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